Week 4: Preparation#
Reading Material#
Review: We recommend that you review the Mathematics 1a curriculum on diagonalization
Reading: In Chapter 1, read Examples 1.4.5 through 1.4.8. Read the rest of Chapter 2, so Sections 2.7 through 2.9
Python: Demo 4
Key Concepts#
Long Day will cover:
Quadratic equations of elliptic and hyperbolic geometry
Symmetric and Hermitian matrices
The spectral theorem
Diagonalization
Orthogonal diagonalization
Reduction of quadratic forms
Short Day is dedicated to Theme 2: Data Matrices and Dimensional Reduction.
Preparatory Exercises#
I: Identifying Type of Matrix#
Consider a \(2\times 2\) matrix given by:
Is \(A\) symmetric?
Is \(A\) Hermitian?
Is \(A\) normal?
Hint
Remember that a matrix is symmetric if \(A^T = A\), Hermitian if \(A^* = A\) (where \(A^*\) is the conjugated transpose, also called the adjoint matrix) and normal if \(AA^* = A^*A\).
Hint
First, compare \(A^T\) with \(A\) (without finding the complex conjugate) and then \(A^*\) with \(A\).
Answer
\(A^T = \begin{bmatrix} 2 & 1+i \\ 1-i & 3 \end{bmatrix} \neq A\), Since \((A^T)_{1,2} \neq A_{1,2}\). Hence \(A\) is not symmetric.
\(A^* = \begin{bmatrix} 2 & 1-i \\ 1+i & 3 \end{bmatrix} = A\). Hence \(A\) is Hermitian.
Since \(A\) is Hermitian, it is also automatically normal.
II: Diagonalization of a Symmetric \(2\times 2\) Matrix#
Consider the real symmetric matrix
Find the eigenvalues of \(B\).
Find for each eigenvalue an associated eigenvector.
Normalize the eigenvectors.
Show that \(B\) is orthogonally diagonalizable.
Hint
Find the eigenvalues by finding the roots of the characteristic polynomial \(\det(B - \lambda I) = 0\).
Hint
To normalize the eigenvectors, you can either divide each of them by their own norm, or you can simply choose a unit eigenvector (with a norm of 1) to start with.
Hint
To show that \(B\) is orthogonally diagonalizable you must find an orthogonal matrix \(Q\) and a diagonal matrix \(\Lambda\) such that \(B = Q \Lambda Q^T\).
Answer 1
The characteristic equation
has the roots \(\lambda_1 = 1, \lambda_2 = 3\). These are the eigenvalues.
Answer 2
An eigenvector for \(\lambda = 1\) is \(\pmb{v}_1 = \begin{bmatrix} 1 \\ -1 \end{bmatrix}\).
An eigenvector for \(\lambda = 3\) is \(\pmb{v}_2 = \begin{bmatrix} 1 \\ 1 \end{bmatrix}\).
Note that there are many other correct choices.
Answer 3
A unit eigenvector for \(\lambda = 1\) is \(\pmb{q}_1 = \begin{bmatrix} 1/\sqrt{2} \\ -1/\sqrt{2} \end{bmatrix}\).
A unit eigenvector for \(\lambda = 3\) is \(\pmb{q}_2 = \begin{bmatrix} 1/\sqrt{2} \\ 1/\sqrt{2} \end{bmatrix}\).
Answer 4
Using the following orthogonal matrix and diagonal matrix:
we have an orthogonal diagonalization of\(B\), since \(B = Q \Lambda Q^T\).